Type: int
For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
Added in protocol FIX.5.0SP2 (208)
Valid values
Value | Description | Added |
---|---|---|
0 | Execution | FIX.5.0SP2 (208) |
1 | Portfolio rebalancing | FIX.5.0SP2 (208) |
2 | Standard | FIX.5.0SP2 (208) |